+420.3%
WMT vs DOC
-2.1%
+422.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | +3.9% | -1.5% | +5.4% | +4.2% |
| 30D | -4.4% | -4.8% | +0.4% | -3.7% |
| 3M | -8.8% | +6.9% | -15.7% | -9.8% |
| 6M | -15.6% | +20.7% | -36.4% | -18.5% |
| YTD | -3.2% | +34.1% | -37.4% | -8.3% |
| 1Y | +7.0% | +22.6% | -15.6% | +2.9% |
| 3Y | +105.3% | +20.8% | +84.5% | +96.1% |
| 5Y | +129.3% | -24.9% | +154.1% | +136.3% |
| All | +420.3% | -2.1% | +422.4% | +397.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling